| Article ID: | iaor2007935 |
| Country: | Netherlands |
| Volume: | 34 |
| Issue: | 5 |
| Start Page Number: | 481 |
| End Page Number: | 490 |
| Publication Date: | Sep 2006 |
| Journal: | Operations Research Letters |
| Authors: | Bertsimas Dimitris, Perakis Georgia, Aghassi Michel |
Using duality, we reformulate the asymmetric variational inequality (VI) problem over a conic region as an optimization problem. We give sufficient conditions for the convexity of this reformulation. We thereby identify a class of VIs that includes monotone affine VIs over polyhedra, which may be solved by commercial optimization solvers.